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Main characteristics

Bloomberg Code SGIXDBI
Inception Date 15/07/2010
Return Type Net Return
Currency EUR
Calculated By S&P Dow Jones
COMPOSED_BY Banque Cramer & Cie SA


SGI Dynamic Bond is a systematic index that provides exposure to the performance of a dynamic allocation across a broad range of fixed income funds. The investment universe is based on a selection of exchange-traded funds and mutual funds diversified across various maturities and geographical regions. In the current context of historically low interest rates, the SGI Dynamic Bond index aims to provide an optimized asset allocation in terms of risk/return to deliver an excess return over traditional bond strategies.


The SGI Dynamic Bond Index is based on a quantitative asset allocation model developed by the Advisor that dynamically optimizes and rebalances the weightings of the index components according to a disciplined monthly investment process. In order to determine the asset allocation, the quantitative model will perform the following: - Analyse market data such as past returns, volatilities and correlation- Define the weighting for each index component within pre-defined limits- Seek to maintain volatility at a target level of 4.5% using a systematic risk monitoring mechanism.

The SGI Dynamic Bond Invest (EUR Hedged - Net TR) (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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